#pragma warning disable 108
using System;
using System.Runtime.InteropServices;
using System.Collections.Generic;
using Cephei;
using Cephei.Core;
using Cephei.Core.Generic;
using Microsoft.FSharp.Core;
using Cephei.QL.Times;
using Cephei.QL.Math;
using Cephei.QL;
namespace Cephei.QL.Termstructures.Volatility.Capfloor
{
    /// <summary> 
	/// ! This class provides the volatility for a given cap/floor interpolating a volatility surface whose elements are the market term volatilities of a set of caps/floors with given length and given strike.
	/// </summary>
    [Guid ("D51FA2B5-93E7-47ba-B636-0E531961E571"),ComVisible(true)]
	public interface ICapFloorTermVolSurface : Cephei.QL.Termstructures.Volatility.Capfloor.ICapFloorTermVolatilityStructure
	{
		///////////////////////////////////////////////////////////////
        // Methods
        //
        /// <summary> 
		/// 
		/// </summary>
		 DateTime MaxDate {get;}
        /// <summary> 
		/// 
		/// </summary>
		 Double MaxStrike {get;}
        /// <summary> 
		/// 
		/// </summary>
		 Double MinStrike {get;}
        /// <summary> 
		/// 
		/// </summary>
		 Cephei.Core.IVector<DateTime> OptionDates {get;}
        /// <summary> 
		/// 
		/// </summary>
		 Cephei.Core.IVector<Cephei.QL.Times.IPeriod> OptionTenors {get;}
        /// <summary> 
		/// 
		/// </summary>
		 Cephei.Core.IVector<Double> OptionTimes {get;}
        /// <summary> 
		/// 
		/// </summary>
		 ICapFloorTermVolSurface PerformCalculations {get;}
        /// <summary> 
		/// 
		/// </summary>
		 Cephei.Core.IVector<Double> Strikes {get;}
        /// <summary> 
		/// 
		/// </summary>
		 ICapFloorTermVolSurface Update {get;}
    }   

    /// <summary> 
	/// ! This class provides the volatility for a given cap/floor interpolating a volatility surface whose elements are the market term volatilities of a set of caps/floors with given length and given strike. Factory
	/// </summary>
   	[ComVisible(true)]
    public interface ICapFloorTermVolSurface_Factory 
    {
        ///////////////////////////////////////////////////////////////
        // Factory methods
        //
        /// <summary> 
		/// floating reference date, fixed market data
		/// </summary>
	    ICapFloorTermVolSurface Create (UInt32 settlementDays, Cephei.QL.Times.ICalendar calendar, QL.Times.BusinessDayConventionEnum bdc, Cephei.Core.IVector<Cephei.QL.Times.IPeriod> optionTenors, Cephei.Core.IVector<Double> strikes, Cephei.QL.Math.IMatrix volatilities, Microsoft.FSharp.Core.FSharpOption<Cephei.QL.Times.IDayCounter> dc);
        /// <summary> 
		/// fixed reference date, fixed market data
		/// </summary>
	    ICapFloorTermVolSurface Create (DateTime settlementDate, Cephei.QL.Times.ICalendar calendar, QL.Times.BusinessDayConventionEnum bdc, Cephei.Core.IVector<Cephei.QL.Times.IPeriod> optionTenors, Cephei.Core.IVector<Double> strikes, Cephei.QL.Math.IMatrix volatilities, Microsoft.FSharp.Core.FSharpOption<Cephei.QL.Times.IDayCounter> dc);
        /// <summary> 
		/// fixed reference date, floating market data
		/// </summary>
	    ICapFloorTermVolSurface Create (DateTime settlementDate, Cephei.QL.Times.ICalendar calendar, QL.Times.BusinessDayConventionEnum bdc, Cephei.Core.IVector<Cephei.QL.Times.IPeriod> optionTenors, Cephei.Core.IVector<Double> strikes, Cephei.Core.IMatrix<Cephei.QL.IQuote> vols, Microsoft.FSharp.Core.FSharpOption<Cephei.QL.Times.IDayCounter> dc);
        /// <summary> 
		/// floating reference date, floating market data
		/// </summary>
	    ICapFloorTermVolSurface Create (UInt32 settlementDays, Cephei.QL.Times.ICalendar calendar, QL.Times.BusinessDayConventionEnum bdc, Cephei.Core.IVector<Cephei.QL.Times.IPeriod> optionTenors, Cephei.Core.IVector<Double> strikes, Cephei.Core.IMatrix<Cephei.QL.IQuote> vols, Microsoft.FSharp.Core.FSharpOption<Cephei.QL.Times.IDayCounter> dc);
    }
}

